What move does the options market price into B&G Foods's report?

Implied ±19.6%, either direction.

How often does B&G Foods move more than the options market prices?

5 of the last 8 reports moved at least as far as the implied move.

BGSNYSEFood and Kindred Products

B&G Foods, Inc. (BGS) earnings date, market-implied expected move, and options open interest by expiry

2.58

+0.19 · +8.13%

Regular session12:14 ET

Open2.49Volume1.4MMkt cap$194.2MDiv yield23.85%

Day2.49 – 2.58100%52-wk1.99 – 5.8116%

BGS

B&G Foods, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±19.6%implied · straddle

1.922.86

spot 2.39exp Nov 20ATM strike 2ATM straddle 0.55IV 127%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY27

Calendar

Next report

Last report

+4.99%

vs ±16.3% implied · ×0.31

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Largest filed tie

31.00%

of BGS revenue · Walmart

customerBGS 10-K

Largest filed tie

13F top-10 QoQ

−2.34%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

185 managers

Top fund weight

0.01%

BGS weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

B&G Foods (BGS) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±11.6%
avg realized: ±13.7%

Nov 5 '24Nov 5 '24confirmed±8.9%▼−19.84%×2.23

Feb 25 '25Feb 25 '25confirmed±12.6%▲+2.93%×0.23

May 7 '25May 7 '25confirmed±10.0%▼−25.20%×2.51

Aug 4 '25Aug 4 '25confirmed±12.7%▼−2.68%×0.21

Q3 FY25Nov 5 '25confirmed±9.7%▲+24.62%×2.54

Q1 FY26Mar 3 '26confirmed±12.0%▲+16.24%×1.35

May 12 '26May 12 '26confirmed±10.3%▼−13.41%×1.31

Q2 FY26Aug 11 '26confirmed±16.3%▲+4.99%×0.31

quarterimplied−30%0+30%realized×

Q2 FY26±16.3%▲+4.99%×0.31

May '26±10.3%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.26OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

1,0450%Nov 2016d4,0150%

8210%Dec 1844d3.60228+12%3.60

19,5470%Jan 1572d1.4613,415−1%1.46

4880%Feb 19107d0.242,0010%0.24

ExpiryPutsCallsP/C

Nov 2016d1,0450%4,0150%0.26

Dec 1844d8210%228+12%3.60

Jan 1572d19,5470%13,415−1%1.46

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±19.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−1.04%as filednet margin · revenue −6.28% QoQ · −9.70% YoY

Revenue$383M−6.28%

Gross profit$80M20.78%−0.32%

Operating income$35M9.02%+415.55%

Pre-tax income−$2M+94.77%

Net income−$4M−1.04%+87.77%

Cost of revenue$304M−7.72%

Operating expenses$45M−50.41%

Tax$2M+112.67%

Other expense−$37M−7.67%

Source: SEC filings · standardized · QE Jul 4 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:00 ET

Intraday

Event sensitivity

FOMC ×1.53· ±3.4% vs ±2.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.4%5 of 24×1.53

PPIproducer prices±2.9%5 of 10×1.33

CPROFcorporate profits±2.1%5 of 12×0.96

NFPjobs report±2.1%5 of 10×0.94

CPIconsumer prices±1.8%4 of 10×0.81

GDPgross domestic product±1.8%7 of 19×0.80

PCEpersonal income & outlays±1.7%11 of 19×0.76

Bar = avg |move| to ±4% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS -0.05 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.05	—
Q1 FY26	Mar 3 '26 · confirmed	-0.41	—
Q3 FY25	Nov 5 '25 · confirmed	-0.24	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod